+155.2%
PCAR vs GTLB
-49.8%
+205.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.3% |
| 30D | -7.3% | +12.3% | -19.6% | -8.0% |
| 3M | +7.8% | +65.9% | -58.1% | +4.4% |
| 6M | +3.6% | +104.0% | -100.4% | -1.5% |
| YTD | +12.9% | +26.0% | -13.2% | +10.7% |
| 1Y | +27.3% | -3.5% | +30.8% | +27.1% |
| 3Y | +61.9% | -9.6% | +71.5% | +58.9% |
| All | +155.2% | -49.8% | +205.1% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling